| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Time in Market | 29.0% | 100.0% |
| Cumulative Return | 112.63% | 71.9% |
| Max Drawdown | -10.49% | -29.51% |
| Sharpe | 1.39 | 0.61 |
| Sortino | 2.5 | 0.89 |
| Payoff Ratio | 1.36 | 1.24 |
| Profit Factor | 1.52 | 1.1 |
| Common Sense Ratio | 2.3 | 1.09 |
| CPC Index | 1.08 | 0.71 |
| Tail Ratio | 1.51 | 0.99 |
| Outlier Win Ratio | 20.36 | 3.8 |
| Outlier Loss Ratio | 4.0 | 3.17 |
| Volatility (ann.) | 12.68% | 24.88% |
| R^2 | 0.26 | 0.26 |
| Calmar | 9.15 | 2.11 |
| Skew | 2.56 | 0.22 |
| Kurtosis | 28.63 | 6.93 |
| Expected Daily % | 0.05% | 0.03% |
| Expected Monthly % | 5.54% | 3.95% |
| Expected Yearly % | 45.82% | 31.11% |
| Kelly Criterion | 17.23% | 13.51% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.04% | -2.1% |
| Expected Shortfall (cVaR) | -1.04% | -2.1% |
| Year | 4056895:BTCUSD | 4056895:btcusd:triple_gx:lsma180_90_65 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 49.48 | 86.83 | 1.75 | + |
| 2025 | 15.00 | 13.81 | 0.92 | - |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| MTD | -0.19% | 2.59% |
| 3M | 10.5% | 27.24% |
| 6M | 13.81% | 14.0% |
| YTD | 13.81% | 15.0% |
| 1Y | 97.76% | 78.0% |
| 3Y (ann.) | 96.05% | 62.17% |
| 5Y (ann.) | 96.05% | 62.17% |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Max Drawdown | -10.49% | -29.51% |
| Longest DD Days | 67.0 | 144.0 |
| Avg. Drawdown | -2.16% | -5.28% |
| Avg. Drawdown Days | 9.0 | 16.0 |
| Recovery Factor | 10.73 | 2.44 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-13 | 2025-01-20 | -10.49 | 67 |
| 2025-03-24 | 2025-04-22 | -8.85 | 28 |
| 2025-01-20 | 2025-03-23 | -8.68 | 62 |
| 2024-05-21 | 2024-07-15 | -6.17 | 55 |
| 2024-07-22 | 2024-07-27 | -6.01 | 5 |
| 2024-10-21 | 2024-11-06 | -4.92 | 16 |
| 2024-08-29 | 2024-09-17 | -4.25 | 18 |
| 2025-05-19 | 2025-06-29 | -3.29 | 41 |
| 2024-07-17 | 2024-07-19 | -3.22 | 2 |
| 2024-11-12 | 2024-11-13 | -2.34 | 1 |
| Metric | 4056895:btcusd:triple_gx:lsma180_90_65 | 4056895:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -4.88% | -9.32% |
| Best Week | 18.93% | 18.93% |
| Worst Week | -6.05% | -12.33% |
| Best Month | 31.3% | 37.42% |
| Worst Month | -1.25% | -17.69% |
| Best Year | 86.83% | 49.48% |
| Worst Year | 13.81% | 15.0% |
| Avg. Up Day | 0.96% | 0.97% |
| Avg. Down Day | -0.7% | -0.78% |
| Avg. Up Week | 5.19% | 6.83% |
| Avg. Down Week | -2.69% | -4.28% |
| Avg. Up Month | 12.76% | 13.52% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 52.36% | 52.04% |
| Win Month % | 72.73% | 64.29% |
| Win Week % | 66.67% | 57.38% |
| Win Quarter % | 100.0% | 80.0% |
| Win Year % | 100.0% | 100.0% |